Question 4 1 pts The index model has been estimated for stocks A and B with the following results RA= 0.06 +0.3RM +eA. RB = 0.01 +0.98RM + eB. OM = 0.34; 0(A) = 0.26; oleB) = 0.06. The covariance between the returns on stocks A and B is Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321